+49.0%
PHM vs RVTY
+16.6%
+32.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | -3.9% | -5.4% | +1.6% | -1.8% |
| 30D | -8.6% | +6.7% | -15.3% | -11.0% |
| 3M | -2.9% | +19.0% | -21.9% | -9.8% |
| 6M | -5.7% | +34.6% | -40.4% | -17.1% |
| YTD | +1.9% | +28.3% | -26.4% | -9.5% |
| 1Y | -12.3% | +46.0% | -58.4% | -26.4% |
| All | +49.0% | +16.6% | +32.4% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling